Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2000714.9876 | 1925164.7571 | 75550.2305 | 3992921.3161 | 1106153.6958 | 2886767.6203 |
Total P&L (%) | 2000.715 | 1925.1648 | 75.5502 | 3992.9213 | 1106.1537 | 2886.7676 |
Avg Daily Profit (%) | 0.8479 | 0.8159 | 0.032 | 0.1574 | 0.1056 | 0.1441 |
Buy And Hold Return (%) | 469.6155 | 469.6155 | 469.6155 | 469.6155 | 469.6155 | 469.6155 |
Max Trade Drawdown | -165647 | -130178 | -73591 | -4975543 | -4220853 | -2058420 |
Profit Factor | 3.8121 | 5.859 | 1.2396 | 1.2104 | 1.0948 | 1.3949 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 44.1558 | 40.2597 | 48.0519 | 44.1558 | 40.2597 | 48.0519 |
Ratio Avg Win / Avg Loss | 4.8212 | 8.694 | 1.3402 | 1.5308 | 1.6245 | 1.508 |
Largest Winning Trade | 1575456 | 1575456 | 62336 | 4187915 | 4187915 | 2713591 |
Largest Losing Trade | -36663 | -33774 | -36663 | -1909875 | -1909875 | -1373007 |
Avg Bars in Trades | 59 | 57 | 60 | 59 | 57 | 60 |
Avg Bars in Winners | 82 | 87 | 78 | 82 | 87 | 78 |
Avg Bars in Losers | 40 | 38 | 43 | 40 | 38 | 43 |
Bars Traded | 9107 | 4465 | 4642 | 9107 | 4465 | 4642 |
Profit Streak | 0 | 0 | 12.9768 | 0 | 0 | 12.9768 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 600294 | -26275 | -358282 | 246799 | -217020 | -41203 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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